Coverage validity not verified in MapieRegressor when the number of calibration data is very small

[thibaultcordier]

Describe the bug
In MapieRegressor, the quantile calculation does not allow us to check the coverage validity when the number of calibration data is very small.

To Reproduce
A rigorous approach to testing the validity of the coverage was carried out by Mahdi Torabi Rad (see his notebook: https://github.com/mtorabirad/MLBoost/blob/main/Episode15/Episode15Main.ipynb) in the special case where the number of calibration data is very small (6 in the following illustration).

Expected behavior
Use the corrected quantile ($|(n+1)(1−α)|/n$) to check the validity of the coverage for any number of calibration data.

Screenshots

[thibaultcordier]

Issue #451 provides a link to the video presenting the notebook.